HRMY
Harmony Biosciences Holdings, Inc.39.00post+$0.22 (+0.57%)at close +$0.00 (+0.00%)
as of 21:59:26 UTCnext report Nov 3 · 90d
Earnings Room‹ back to HRMY
The report
reported · awaiting the session that absorbs itAug 4before the opennext Nov 3
Reported yesterday, before the openThe market priced ±14.3% into it; the session that absorbs it hasn't closed yet
The reaction
Loading the session…
Expected movement · next report
market-implied · at the Aug 4 close±28.3%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 40straddle 13.00ATM IV 69%× 0.85 straddle-to-rangespot 39.00
Blast radius
2 linked · N-PORT + EDGARIf HRMY moves ±28.3% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
5 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +2%381
Aug 21
17d
754▲ +1%
▲ +0%6
Sep 18
45d
14▲ +17%
▲ +0%
1.2k
Oct 16
73d
1.8k▲ +0%
▲ +0%3.1k
Dec 18
136d
2.2k▲ +20%
▲ +0%
223
Jan 15
164d
309▲ +0%
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±5.0% realized vs ±10.1% priced
Jul 16 '26±7.3%→−3.9%×0.54
May 7 '26±12.0%→−4.2%×0.34
Feb 24 '26±14.4%→+4.9%×0.34
Jan 12 '26±8.4%→−0.7%×0.09
Nov 4 '25±9.4%→+4.7%×0.50
Oct 23 '25±8.4%→+12.7%×1.51
Aug 5 '25±13.0%→−1.7%×0.13
May 6 '25±7.7%→+7.0%×0.91
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 1.28 · rev $261M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.